General purpose semantic segmentation relies on a backbone CNN network to extract discriminative features that help classify each image pixel into a seen object class (ie., the object classes available during training) or a background class. Zero-shot semantic segmentation is a challenging task that requires a computer vision model to identify image pixels belonging to an object class which it has never seen before. Equipping a general purpose semantic segmentation model to separate image pixels of unseen classes from the background remains an open challenge. Some recent models have approached this problem by fine-tuning the final pixel classification layer of a semantic segmentation model for a Zero-Shot setting, but struggle to learn discriminative features due to the lack of supervision. We propose a recursive training scheme to supervise the retraining of a semantic segmentation model for a zero-shot setting using a pseudo-feature representation. To this end, we propose a Zero-Shot Maximum Mean Discrepancy (ZS-MMD) loss that weighs high confidence outputs of the pixel classification layer as a pseudo-feature representation, and feeds it back to the generator. By closing-the-loop on the generator end, we provide supervision during retraining that in turn helps the model learn a more discriminative feature representation for unseen classes. We show that using our recursive training and ZS-MMD loss, our proposed model achieves state-of-the-art performance on the Pascal-VOC 2012 dataset and Pascal-Context dataset.